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Trade: SAND/USDT/480/FWMA/KCB/5199

Strategy
SAND/USDT/480/FWMA/KCB/5199
Pair
SAND_USDT
Interval
8h
Score
571507
Daily Profit
0.213859
Profit Factor
2.979610
Profitability
75.757576
Streak
247.332780
Best Strategy
Training Data Length
1873.670000
Evaluation Time
2025-10-01 02:59
Expiration Time
2025-11-25 23:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1266858.5733 -58388.5247 -1208470.0487 -61413.5451 -5436219.7054 5374806.1603
Total P&L (%) -1266.8586 -58.3885 -1208.47 -61.4135 -5436.2197 5374.8062
Avg Daily Profit (%) -0.6761 -0.0312 -0.645 -0.0508 0 0.2139
Buy And Hold Return (%) 662.7143 662.7143 662.7143 662.7143 662.7143 662.7143
Max Trade Drawdown -1439255 -200017 -1305031 -4901870 -5522587 -2078195
Profit Factor 0.2214 0.7624 0.1251 0.9934 0.1666 2.9796
Total Trades 65 32 33 65 32 33
Winning Trades 49 23 26 45 20 25
Losing Trades 16 9 7 20 12 8
Profitability (%) 75.3846 71.875 78.7879 69.2308 62.5 75.7576
Ratio Avg Win / Avg Loss 0.0723 0.2983 0.0337 0.4415 0.0999 0.9535
Largest Winning Trade 43534 43534 20855 5392982 465321 5392982
Largest Losing Trade -690614 -80655 -690614 -3968385 -3968385 -1678825
Avg Bars in Trades 81 100 62 81 100 62
Avg Bars in Winners 18 22 14 33 31 35
Avg Bars in Losers 275 302 239 188 216 146
Bars Traded 5292 3230 2062 5292 3230 2062
Profit Streak 81.9994 81.9994 247.3328 81.9994 81.9994 247.3328
Trades During Streak 13 6 9 13 6 9
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -711801 -576470 -575579 -712598 -577686 571507
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5621,
    "evaluation_days": 1873.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1604304000000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759276752206,
    "expiration_time": 1764104544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 241,
            "offset": 0,
            "scalar": 5
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            -1266858.5733309835,
            -58388.5246808972,
            -1208470.0486500864,
            -61413.545102549,
            -5436219.705413864,
            5374806.1603113115
        ],
        [
            -1266.858573,
            -58.388525,
            -1208.470049,
            -61.413545,
            -5436.219705,
            5374.80616
        ],
        [
            -0.676138,
            -0.031163,
            -0.644975,
            -0.050811,
            0,
            0.213859
        ],
        [
            662.714298,
            662.714298,
            662.714298,
            662.714298,
            662.714298,
            662.714298
        ],
        [
            -1439255,
            -200017,
            -1305031,
            -4901870,
            -5522587,
            -2078195
        ],
        [
            0.221353,
            0.762366,
            0.125116,
            0.993352,
            0.166556,
            2.97961
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            49,
            23,
            26,
            45,
            20,
            25
        ],
        [
            16,
            9,
            7,
            20,
            12,
            8
        ],
        [
            75.384615,
            71.875,
            78.787879,
            69.230769,
            62.5,
            75.757576
        ],
        [
            0.072279,
            0.298317,
            0.033685,
            0.44149,
            0.099933,
            0.953475
        ],
        [
            43534,
            43534,
            20855,
            5392982,
            465321,
            5392982
        ],
        [
            -690614,
            -80655,
            -690614,
            -3968385,
            -3968385,
            -1678825
        ],
        [
            81,
            100,
            62,
            81,
            100,
            62
        ],
        [
            18,
            22,
            14,
            33,
            31,
            35
        ],
        [
            275,
            302,
            239,
            188,
            216,
            146
        ],
        [
            5292,
            3230,
            2062,
            5292,
            3230,
            2062
        ],
        [
            81.999447,
            81.999447,
            247.33278,
            81.999447,
            81.999447,
            247.33278
        ],
        [
            13,
            6,
            9,
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            6,
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        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -711801,
            -576470,
            -575579,
            -712598,
            -577686,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5621,
    "evaluation_days": 1873.67,
    "actual_first_datapoint_time": 1597392000000,
    "first_datapoint_time": 1604304000000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759276752206,
    "expiration_time": 1764104544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 241,
            "offset": 0,
            "scalar": 5
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)